Colored Gaussian DAG models

Abstract

We study submodels of Gaussian DAG models defined by partial homogeneity constraints imposed on the model error variances and structural coefficients. We represent these models with colored DAGs and investigate their properties for use in statistical and causal inference. Local and global Markov properties are provided and shown to characterize the colored DAG model. Additional properties relevant to causal discovery are studied, including the existence and non-existence of faithful distributions and structural identifiability. Extending prior work of Peters and B\"uhlman and Wu and Drton, we prove structural identifiability under the assumption of homogeneous structural coefficients, as well as for a family of models with partially homogeneous structural coefficients. The latter models, termed BPEC-DAGs, capture additional causal insights by clustering the direct causes of each node into communities according to their effect on their common target. An analogue of the GES algorithm for learning BPEC-DAGs is given and evaluated on real and synthetic data. Regarding model geometry, we prove that these models are contractible, smooth, algebraic manifolds and compute their dimension. We also provide a proof of a conjecture of Sullivant which generalizes to colored DAG models, colored undirected graphical models and ancestral graph models. The proof yields a tool for the identification of Markov properties for rationally parameterized statistical models with globally, rationally identifiable parameters.Comment: 40 pages; v2: major revisio